GREELEY, Colo. — In an arrest affidavit, Christoper Watts claims that he caught his wife, Shanann Watts, strangling one of their daughters to death before he strangled her in “a rage," according to KDVR.

The document says Christopher Watts was “actively involved” in an affair with a co-worker which he admitted to after initially denying the affair, according to prosecutors.

According to the document, Shanann Watts arrived home from a work trip at 2 a.m. Christopher Watts said that he woke up for work at 5 a.m. and they began having an “emotional conversation” about separating.

Christopher told investigators that he initiated the conversation and wanted to separate.

Christopher said that he went downstairs for a moment after the conversation and when he returned to the couple’s bedroom, he claims he saw, via baby monitor, Bella “sprawled out” on her bed and blue in the face, then he claims he saw Shanann “actively strangling” Celeste via a baby monitor in the room.

He claims he went into a rage and strangled Shanann to death. Chris said he then loaded bodies onto his work truck just before 5:30 a.m.

The body of Shanann Watts, 34, was recovered Thursday in a shallow grave near an oil tank on property owned by Anadarko Petroleum, where Christopher Watts worked as an operator.

Officials said Thursday night they found the bodies of the girls, 4-year-old Bella and 3-year-old Celeste. Court documents said the girls were found in an oil well in close proximity to their mother’s body.

Court documents filed by defense lawyer James Merson said the girls had been submerged in crude oil for four days.

Defense attorneys asked for DNA samples from the girls’ necks by their own experts, but the motion was denied. The judge did approve a motion compelling the pathologist to take DNA swabs of the necks of the children and to provide those results to the defense team.

Shanann Watts, who was 15 weeks pregnant, and her daughters were reported missing at 1:40 p.m. on Aug. 13. The Colorado Bureau of Investigation issued a missing-endangered alert for the three on Tuesday.